+444.4%
MTZ vs INSM
+750.4%
-305.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.5% |
| 7D | +12.9% | +9.8% | +3.1% | +12.1% |
| 30D | -8.5% | +22.5% | -31.1% | -10.2% |
| 3M | -30.6% | -8.9% | -21.7% | -30.3% |
| 6M | -55.1% | +16.2% | -71.3% | -56.0% |
| YTD | -13.0% | -30.6% | +17.7% | -11.4% |
| 1Y | -4.3% | -37.7% | +33.4% | -1.9% |
| 3Y | +284.0% | +408.4% | -124.4% | +219.4% |
| 5Y | +97.7% | +279.6% | -181.9% | +65.4% |
| 10Y | +444.4% | +735.6% | -291.2% | +337.2% |
| All | +444.4% | +750.4% | -305.9% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling